+2,405.9%
FTAI vs ALLY
+127.9%
+2,278.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | +12.9% | -2.1% | +15.0% | +14.0% |
| 30D | +9.9% | +2.0% | +7.9% | +8.8% |
| 3M | -19.1% | -13.3% | -5.8% | -13.5% |
| 6M | -30.9% | -9.9% | -21.0% | -27.4% |
| YTD | -6.3% | -13.5% | +7.2% | +0.1% |
| 1Y | +20.0% | -2.8% | +22.9% | +21.3% |
| 3Y | +363.0% | +63.4% | +299.5% | +255.2% |
| 5Y | +864.8% | -10.9% | +875.7% | +842.4% |
| 10Y | +2,705.3% | +174.7% | +2,530.6% | +1,364.4% |
| All | +2,405.9% | +127.9% | +2,278.0% | +1,276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling